Hierarchical + K-Means Clustering Strategy

6 mar

===== USER GUIDE =====
Hierarchical + K-Means Clustering Strategy

OVERVIEW:
This strategy combines hierarchical clustering and K-means algorithms to analyze market volatility patterns
and generate trading signals. It uses a modified SuperTrend indicator with ATR-based volatility clustering
to identify potential trend changes and market conditions.

KEY FEATURES:
- Advanced volatility analysis using hierarchical clustering and K-means algorithms
- Modified SuperTrend indicator for trend identification
- Multiple filter options including moving average and ADX trend strength
- Volume-based exit mechanism to protect profits
- Customizable appearance settings

SETTINGS EXPLANATION:

1. SuperTrend Settings:
- ATR Length: Period for ATR calculation (default: 11)
- SuperTrend Factor: Multiplier for ATR to determine trend bands (default: 3)

2. Hierarchical Clustering Settings:
- Training Data Length: Number of bars used for clustering analysis (default: 200)

3. Appearance Settings:
- Transparency 1 & 2: Control the opacity of trend lines and fills
- Bullish/Bearish Color: Colors for uptrend and downtrend visualization

4. Time Settings:
- Start Year/Month: Define when the strategy should start executing trades

5. Filter Settings:
- Moving Average Filter: Uses SMA to filter trades (only enter when price is on correct side of MA)
- Trend Strength Filter: Uses ADX to ensure trades are taken in strong trend conditions

6. Volume Stop Loss Settings:
- Volume Ratio Threshold: Controls sensitivity of volume-based exits
- Monitoring Delay Bars: Number of bars to wait before monitoring volume for exit signals

HOW TO USE:
1. Apply the indicator to your chart
2. Adjust settings according to your trading preferences and timeframe
3. Long signals appear when price crosses above the SuperTrend line (▲k marker)
4. Short signals appear when price crosses below the SuperTrend line (▼k marker)
5. The strategy automatically manages exits based on volume balance conditions

INTERPRETATION:
- Green line/area: Bullish trend - consider long positions
- Red line/area: Bearish trend - consider short positions
- Yellow line: Moving average for additional trend confirmation
- Volume balance exits occur when buying/selling pressure equalizes

RECOMMENDED TIMEFRAMES:
This strategy works best on 1H, 4H, and daily charts for most markets.
For highly volatile assets, shorter timeframes may also be effective.

RISK MANAGEMENT:
Always use proper position sizing and consider setting additional stop losses
beyond the strategy's built-in exit mechanisms.

===== END OF USER GUIDE =====

6 mar

Notas de prensa

===== USER GUIDE =====
Hierarchical + K-Means Clustering Strategy

OVERVIEW:
This strategy combines hierarchical clustering and K-means algorithms to analyze market volatility patterns
and generate trading signals. It uses a modified SuperTrend indicator with ATR-based volatility clustering
to identify potential trend changes and market conditions.

KEY FEATURES:
- Advanced volatility analysis using hierarchical clustering and K-means algorithms
- Modified SuperTrend indicator for trend identification
- Multiple filter options including moving average and ADX trend strength
- Volume-based exit mechanism to protect profits
- Customizable appearance settings

SETTINGS EXPLANATION:

1. SuperTrend Settings:
- ATR Length: Period for ATR calculation (default: 11)
- SuperTrend Factor: Multiplier for ATR to determine trend bands (default: 3)

2. Hierarchical Clustering Settings:
- Training Data Length: Number of bars used for clustering analysis (default: 200)

3. Appearance Settings:
- Transparency 1 & 2: Control the opacity of trend lines and fills
- Bullish/Bearish Color: Colors for uptrend and downtrend visualization

4. Time Settings:
- Start Year/Month: Define when the strategy should start executing trades

5. Filter Settings:
- Moving Average Filter: Uses SMA to filter trades (only enter when price is on correct side of MA)
- Trend Strength Filter: Uses ADX to ensure trades are taken in strong trend conditions

6. Volume Stop Loss Settings:
- Volume Ratio Threshold: Controls sensitivity of volume-based exits
- Monitoring Delay Bars: Number of bars to wait before monitoring volume for exit signals

HOW TO USE:
1. Apply the indicator to your chart
2. Adjust settings according to your trading preferences and timeframe
3. Long signals appear when price crosses above the SuperTrend line (▲k marker)
4. Short signals appear when price crosses below the SuperTrend line (▼k marker)
5. The strategy automatically manages exits based on volume balance conditions

INTERPRETATION:
- Green line/area: Bullish trend - consider long positions
- Red line/area: Bearish trend - consider short positions
- Yellow line: Moving average for additional trend confirmation
- Volume balance exits occur when buying/selling pressure equalizes

RECOMMENDED TIMEFRAMES:
This strategy works best on 1H, 4H, and daily charts for most markets.
For highly volatile assets, shorter timeframes may also be effective.

RISK MANAGEMENT:
Always use proper position sizing and consider setting additional stop losses
beyond the strategy's built-in exit mechanisms.

===== END OF USER GUIDE =====